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One-sample t-test [CI SKIP]

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This commit is contained in:
Nick
2019-10-05 15:56:02 -04:00
parent 7e518418a0
commit 9e1a5f273a
14 changed files with 1142 additions and 173 deletions
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210
test/univariate_statistics_test.cpp
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@@ -13,7 +13,7 @@
#include <boost/core/lightweight_test.hpp>
#include <boost/numeric/ublas/vector.hpp>
#include <boost/math/constants/constants.hpp>
#include <boost/math/tools/univariate_statistics.hpp>
#include <boost/math/statistics/univariate_statistics.hpp>
#include <boost/multiprecision/cpp_bin_float.hpp>
#include <boost/multiprecision/cpp_complex.hpp>
@@ -104,23 +104,23 @@ void test_integer_mean()
{
double tol = 100*std::numeric_limits<double>::epsilon();
std::vector<Z> v{1,2,3,4,5};
double mu = boost::math::tools::mean(v);
double mu = boost::math::statistics::mean(v);
BOOST_TEST(abs(mu - 3) < tol);
// Work with std::array?
std::array<Z, 5> w{1,2,3,4,5};
mu = boost::math::tools::mean(w);
mu = boost::math::statistics::mean(w);
BOOST_TEST(abs(mu - 3) < tol);
v = generate_random_vector<Z>(global_size, global_seed);
Z scale = 2;
double m1 = scale*boost::math::tools::mean(v);
double m1 = scale*boost::math::statistics::mean(v);
for (auto & x : v)
{
x *= scale;
}
double m2 = boost::math::tools::mean(v);
double m2 = boost::math::statistics::mean(v);
BOOST_TEST(abs(m1 - m2) < tol*abs(m1));
}
@@ -140,29 +140,29 @@ void test_mean()
{
Real tol = std::numeric_limits<Real>::epsilon();
std::vector<Real> v{1,2,3,4,5};
Real mu = boost::math::tools::mean(v.begin(), v.end());
Real mu = boost::math::statistics::mean(v.begin(), v.end());
BOOST_TEST(abs(mu - 3) < tol);
// Does range call work?
mu = boost::math::tools::mean(v);
mu = boost::math::statistics::mean(v);
BOOST_TEST(abs(mu - 3) < tol);
// Can we successfully average only part of the vector?
mu = boost::math::tools::mean(v.begin(), v.begin() + 3);
mu = boost::math::statistics::mean(v.begin(), v.begin() + 3);
BOOST_TEST(abs(mu - 2) < tol);
// Does it work when we const qualify?
mu = boost::math::tools::mean(v.cbegin(), v.cend());
mu = boost::math::statistics::mean(v.cbegin(), v.cend());
BOOST_TEST(abs(mu - 3) < tol);
// Does it work for std::array?
std::array<Real, 7> u{1,2,3,4,5,6,7};
mu = boost::math::tools::mean(u.begin(), u.end());
mu = boost::math::statistics::mean(u.begin(), u.end());
BOOST_TEST(abs(mu - 4) < tol);
// Does it work for a forward iterator?
std::forward_list<Real> l{1,2,3,4,5,6,7};
mu = boost::math::tools::mean(l.begin(), l.end());
mu = boost::math::statistics::mean(l.begin(), l.end());
BOOST_TEST(abs(mu - 4) < tol);
// Does it work with ublas vectors?
@@ -171,17 +171,17 @@ void test_mean()
{
w[i] = i+1;
}
mu = boost::math::tools::mean(w.cbegin(), w.cend());
mu = boost::math::statistics::mean(w.cbegin(), w.cend());
BOOST_TEST(abs(mu - 4) < tol);
v = generate_random_vector<Real>(global_size, global_seed);
Real scale = 2;
Real m1 = scale*boost::math::tools::mean(v);
Real m1 = scale*boost::math::statistics::mean(v);
for (auto & x : v)
{
x *= scale;
}
Real m2 = boost::math::tools::mean(v);
Real m2 = boost::math::statistics::mean(v);
BOOST_TEST(abs(m1 - m2) < tol*abs(m1));
// Stress test:
@@ -189,7 +189,7 @@ void test_mean()
{
v = generate_random_vector<Real>(i, 12803);
auto naive_ = naive_mean(v);
auto higham_ = boost::math::tools::mean(v);
auto higham_ = boost::math::statistics::mean(v);
if (abs(higham_ - naive_) >= 100*tol*abs(naive_))
{
std::cout << std::hexfloat;
@@ -208,12 +208,12 @@ void test_complex_mean()
typedef typename Complex::value_type Real;
Real tol = std::numeric_limits<Real>::epsilon();
std::vector<Complex> v{{0,1},{0,2},{0,3},{0,4},{0,5}};
auto mu = boost::math::tools::mean(v.begin(), v.end());
auto mu = boost::math::statistics::mean(v.begin(), v.end());
BOOST_TEST(abs(mu.imag() - 3) < tol);
BOOST_TEST(abs(mu.real()) < tol);
// Does range work?
mu = boost::math::tools::mean(v);
mu = boost::math::statistics::mean(v);
BOOST_TEST(abs(mu.imag() - 3) < tol);
BOOST_TEST(abs(mu.real()) < tol);
}
@@ -223,38 +223,38 @@ void test_variance()
{
Real tol = std::numeric_limits<Real>::epsilon();
std::vector<Real> v{1,1,1,1,1,1};
Real sigma_sq = boost::math::tools::variance(v.begin(), v.end());
Real sigma_sq = boost::math::statistics::variance(v.begin(), v.end());
BOOST_TEST(abs(sigma_sq) < tol);
sigma_sq = boost::math::tools::variance(v);
sigma_sq = boost::math::statistics::variance(v);
BOOST_TEST(abs(sigma_sq) < tol);
Real s_sq = boost::math::tools::sample_variance(v);
Real s_sq = boost::math::statistics::sample_variance(v);
BOOST_TEST(abs(s_sq) < tol);
std::vector<Real> u{1};
sigma_sq = boost::math::tools::variance(u.cbegin(), u.cend());
sigma_sq = boost::math::statistics::variance(u.cbegin(), u.cend());
BOOST_TEST(abs(sigma_sq) < tol);
std::array<Real, 8> w{0,1,0,1,0,1,0,1};
sigma_sq = boost::math::tools::variance(w.begin(), w.end());
sigma_sq = boost::math::statistics::variance(w.begin(), w.end());
BOOST_TEST(abs(sigma_sq - 1.0/4.0) < tol);
sigma_sq = boost::math::tools::variance(w);
sigma_sq = boost::math::statistics::variance(w);
BOOST_TEST(abs(sigma_sq - 1.0/4.0) < tol);
std::forward_list<Real> l{0,1,0,1,0,1,0,1};
sigma_sq = boost::math::tools::variance(l.begin(), l.end());
sigma_sq = boost::math::statistics::variance(l.begin(), l.end());
BOOST_TEST(abs(sigma_sq - 1.0/4.0) < tol);
v = generate_random_vector<Real>(global_size, global_seed);
Real scale = 2;
Real m1 = scale*scale*boost::math::tools::variance(v);
Real m1 = scale*scale*boost::math::statistics::variance(v);
for (auto & x : v)
{
x *= scale;
}
Real m2 = boost::math::tools::variance(v);
Real m2 = boost::math::statistics::variance(v);
BOOST_TEST(abs(m1 - m2) < tol*abs(m1));
// Wikipedia example for a variance of N sided die:
@@ -268,7 +268,7 @@ void test_variance()
v[i] = i + 1;
}
sigma_sq = boost::math::tools::variance(v);
sigma_sq = boost::math::statistics::variance(v);
BOOST_TEST(abs(sigma_sq - (n*n-1)/Real(12)) <= tol*sigma_sq);
}
@@ -280,21 +280,21 @@ void test_integer_variance()
{
double tol = std::numeric_limits<double>::epsilon();
std::vector<Z> v{1,1,1,1,1,1};
double sigma_sq = boost::math::tools::variance(v);
double sigma_sq = boost::math::statistics::variance(v);
BOOST_TEST(abs(sigma_sq) < tol);
std::forward_list<Z> l{0,1,0,1,0,1,0,1};
sigma_sq = boost::math::tools::variance(l.begin(), l.end());
sigma_sq = boost::math::statistics::variance(l.begin(), l.end());
BOOST_TEST(abs(sigma_sq - 1.0/4.0) < tol);
v = generate_random_vector<Z>(global_size, global_seed);
Z scale = 2;
double m1 = scale*scale*boost::math::tools::variance(v);
double m1 = scale*scale*boost::math::statistics::variance(v);
for (auto & x : v)
{
x *= scale;
}
double m2 = boost::math::tools::variance(v);
double m2 = boost::math::statistics::variance(v);
BOOST_TEST(abs(m1 - m2) < tol*abs(m1));
}
@@ -303,32 +303,32 @@ void test_integer_skewness()
{
double tol = std::numeric_limits<double>::epsilon();
std::vector<Z> v{1,1,1};
double skew = boost::math::tools::skewness(v);
double skew = boost::math::statistics::skewness(v);
BOOST_TEST(abs(skew) < tol);
// Dataset is symmetric about the mean:
v = {1,2,3,4,5};
skew = boost::math::tools::skewness(v);
skew = boost::math::statistics::skewness(v);
BOOST_TEST(abs(skew) < tol);
v = {0,0,0,0,5};
// mu = 1, sigma^2 = 4, sigma = 2, skew = 3/2
skew = boost::math::tools::skewness(v);
skew = boost::math::statistics::skewness(v);
BOOST_TEST(abs(skew - 3.0/2.0) < tol);
std::forward_list<Z> v2{0,0,0,0,5};
skew = boost::math::tools::skewness(v);
skew = boost::math::statistics::skewness(v);
BOOST_TEST(abs(skew - 3.0/2.0) < tol);
v = generate_random_vector<Z>(global_size, global_seed);
Z scale = 2;
double m1 = boost::math::tools::skewness(v);
double m1 = boost::math::statistics::skewness(v);
for (auto & x : v)
{
x *= scale;
}
double m2 = boost::math::tools::skewness(v);
double m2 = boost::math::statistics::skewness(v);
BOOST_TEST(abs(m1 - m2) < tol*abs(m1));
}
@@ -338,35 +338,35 @@ void test_skewness()
{
Real tol = std::numeric_limits<Real>::epsilon();
std::vector<Real> v{1,1,1};
Real skew = boost::math::tools::skewness(v);
Real skew = boost::math::statistics::skewness(v);
BOOST_TEST(abs(skew) < tol);
// Dataset is symmetric about the mean:
v = {1,2,3,4,5};
skew = boost::math::tools::skewness(v);
skew = boost::math::statistics::skewness(v);
BOOST_TEST(abs(skew) < tol);
v = {0,0,0,0,5};
// mu = 1, sigma^2 = 4, sigma = 2, skew = 3/2
skew = boost::math::tools::skewness(v);
skew = boost::math::statistics::skewness(v);
BOOST_TEST(abs(skew - Real(3)/Real(2)) < tol);
std::array<Real, 5> w1{0,0,0,0,5};
skew = boost::math::tools::skewness(w1);
skew = boost::math::statistics::skewness(w1);
BOOST_TEST(abs(skew - Real(3)/Real(2)) < tol);
std::forward_list<Real> w2{0,0,0,0,5};
skew = boost::math::tools::skewness(w2);
skew = boost::math::statistics::skewness(w2);
BOOST_TEST(abs(skew - Real(3)/Real(2)) < tol);
v = generate_random_vector<Real>(global_size, global_seed);
Real scale = 2;
Real m1 = boost::math::tools::skewness(v);
Real m1 = boost::math::statistics::skewness(v);
for (auto & x : v)
{
x *= scale;
}
Real m2 = boost::math::tools::skewness(v);
Real m2 = boost::math::statistics::skewness(v);
BOOST_TEST(abs(m1 - m2) < tol*abs(m1));
}
@@ -375,25 +375,25 @@ void test_kurtosis()
{
Real tol = std::numeric_limits<Real>::epsilon();
std::vector<Real> v{1,1,1};
Real kurt = boost::math::tools::kurtosis(v);
Real kurt = boost::math::statistics::kurtosis(v);
BOOST_TEST(abs(kurt) < tol);
v = {1,2,3,4,5};
// mu =1, sigma^2 = 2, kurtosis = 17/10
kurt = boost::math::tools::kurtosis(v);
kurt = boost::math::statistics::kurtosis(v);
BOOST_TEST(abs(kurt - Real(17)/Real(10)) < tol);
v = {0,0,0,0,5};
// mu = 1, sigma^2 = 4, sigma = 2, skew = 3/2, kurtosis = 13/4
kurt = boost::math::tools::kurtosis(v);
kurt = boost::math::statistics::kurtosis(v);
BOOST_TEST(abs(kurt - Real(13)/Real(4)) < tol);
std::array<Real, 5> v1{0,0,0,0,5};
kurt = boost::math::tools::kurtosis(v1);
kurt = boost::math::statistics::kurtosis(v1);
BOOST_TEST(abs(kurt - Real(13)/Real(4)) < tol);
std::forward_list<Real> v2{0,0,0,0,5};
kurt = boost::math::tools::kurtosis(v2);
kurt = boost::math::statistics::kurtosis(v2);
BOOST_TEST(abs(kurt - Real(13)/Real(4)) < tol);
std::vector<Real> v3(10000);
@@ -402,24 +402,24 @@ void test_kurtosis()
for (size_t i = 0; i < v3.size(); ++i) {
v3[i] = dis(gen);
}
kurt = boost::math::tools::kurtosis(v3);
kurt = boost::math::statistics::kurtosis(v3);
BOOST_TEST(abs(kurt - 3) < 0.1);
std::uniform_real_distribution<long double> udis(-1, 3);
for (size_t i = 0; i < v3.size(); ++i) {
v3[i] = udis(gen);
}
auto excess_kurtosis = boost::math::tools::excess_kurtosis(v3);
auto excess_kurtosis = boost::math::statistics::excess_kurtosis(v3);
BOOST_TEST(abs(excess_kurtosis + 6.0/5.0) < 0.2);
v = generate_random_vector<Real>(global_size, global_seed);
Real scale = 2;
Real m1 = boost::math::tools::kurtosis(v);
Real m1 = boost::math::statistics::kurtosis(v);
for (auto & x : v)
{
x *= scale;
}
Real m2 = boost::math::tools::kurtosis(v);
Real m2 = boost::math::statistics::kurtosis(v);
BOOST_TEST(abs(m1 - m2) < tol*abs(m1));
// This test only passes when there are a large number of samples.
@@ -432,7 +432,7 @@ void test_kurtosis()
//for (size_t i = 0; i < v3.size(); ++i) {
// v3[i] = edis(gen);
//}
//excess_kurtosis = boost::math::tools::kurtosis(v3) - 3;
//excess_kurtosis = boost::math::statistics::kurtosis(v3) - 3;
//BOOST_TEST(abs(excess_kurtosis - 6.0) < 0.2);
}
@@ -441,27 +441,27 @@ void test_integer_kurtosis()
{
double tol = std::numeric_limits<double>::epsilon();
std::vector<Z> v{1,1,1};
double kurt = boost::math::tools::kurtosis(v);
double kurt = boost::math::statistics::kurtosis(v);
BOOST_TEST(abs(kurt) < tol);
v = {1,2,3,4,5};
// mu =1, sigma^2 = 2, kurtosis = 17/10
kurt = boost::math::tools::kurtosis(v);
kurt = boost::math::statistics::kurtosis(v);
BOOST_TEST(abs(kurt - 17.0/10.0) < tol);
v = {0,0,0,0,5};
// mu = 1, sigma^2 = 4, sigma = 2, skew = 3/2, kurtosis = 13/4
kurt = boost::math::tools::kurtosis(v);
kurt = boost::math::statistics::kurtosis(v);
BOOST_TEST(abs(kurt - 13.0/4.0) < tol);
v = generate_random_vector<Z>(global_size, global_seed);
Z scale = 2;
double m1 = boost::math::tools::kurtosis(v);
double m1 = boost::math::statistics::kurtosis(v);
for (auto & x : v)
{
x *= scale;
}
double m2 = boost::math::tools::kurtosis(v);
double m2 = boost::math::statistics::kurtosis(v);
BOOST_TEST(abs(m1 - m2) < tol*abs(m1));
}
@@ -470,14 +470,14 @@ void test_first_four_moments()
{
Real tol = 10*std::numeric_limits<Real>::epsilon();
std::vector<Real> v{1,1,1};
auto [M1_1, M2_1, M3_1, M4_1] = boost::math::tools::first_four_moments(v);
auto [M1_1, M2_1, M3_1, M4_1] = boost::math::statistics::first_four_moments(v);
BOOST_TEST(abs(M1_1 - 1) < tol);
BOOST_TEST(abs(M2_1) < tol);
BOOST_TEST(abs(M3_1) < tol);
BOOST_TEST(abs(M4_1) < tol);
v = {1, 2, 3, 4, 5};
auto [M1_2, M2_2, M3_2, M4_2] = boost::math::tools::first_four_moments(v);
auto [M1_2, M2_2, M3_2, M4_2] = boost::math::statistics::first_four_moments(v);
BOOST_TEST(abs(M1_2 - 3) < tol);
BOOST_TEST(abs(M2_2 - 2) < tol);
BOOST_TEST(abs(M3_2) < tol);
@@ -490,47 +490,47 @@ void test_median()
std::mt19937 g(12);
std::vector<Real> v{1,2,3,4,5,6,7};
Real m = boost::math::tools::median(v.begin(), v.end());
Real m = boost::math::statistics::median(v.begin(), v.end());
BOOST_TEST_EQ(m, 4);
std::shuffle(v.begin(), v.end(), g);
// Does range call work?
m = boost::math::tools::median(v);
m = boost::math::statistics::median(v);
BOOST_TEST_EQ(m, 4);
v = {1,2,3,3,4,5};
m = boost::math::tools::median(v.begin(), v.end());
m = boost::math::statistics::median(v.begin(), v.end());
BOOST_TEST_EQ(m, 3);
std::shuffle(v.begin(), v.end(), g);
m = boost::math::tools::median(v.begin(), v.end());
m = boost::math::statistics::median(v.begin(), v.end());
BOOST_TEST_EQ(m, 3);
v = {1};
m = boost::math::tools::median(v.begin(), v.end());
m = boost::math::statistics::median(v.begin(), v.end());
BOOST_TEST_EQ(m, 1);
v = {1,1};
m = boost::math::tools::median(v.begin(), v.end());
m = boost::math::statistics::median(v.begin(), v.end());
BOOST_TEST_EQ(m, 1);
v = {2,4};
m = boost::math::tools::median(v.begin(), v.end());
m = boost::math::statistics::median(v.begin(), v.end());
BOOST_TEST_EQ(m, 3);
v = {1,1,1};
m = boost::math::tools::median(v.begin(), v.end());
m = boost::math::statistics::median(v.begin(), v.end());
BOOST_TEST_EQ(m, 1);
v = {1,2,3};
m = boost::math::tools::median(v.begin(), v.end());
m = boost::math::statistics::median(v.begin(), v.end());
BOOST_TEST_EQ(m, 2);
std::shuffle(v.begin(), v.end(), g);
m = boost::math::tools::median(v.begin(), v.end());
m = boost::math::statistics::median(v.begin(), v.end());
BOOST_TEST_EQ(m, 2);
// Does it work with std::array?
std::array<Real, 3> w{1,2,3};
m = boost::math::tools::median(w);
m = boost::math::statistics::median(w);
BOOST_TEST_EQ(m, 2);
// Does it work with ublas?
@@ -538,7 +538,7 @@ void test_median()
w1[0] = 1;
w1[1] = 2;
w1[2] = 3;
m = boost::math::tools::median(w);
m = boost::math::statistics::median(w);
BOOST_TEST_EQ(m, 2);
}
@@ -547,53 +547,53 @@ void test_median_absolute_deviation()
{
std::vector<Real> v{-1, 2, -3, 4, -5, 6, -7};
Real m = boost::math::tools::median_absolute_deviation(v.begin(), v.end(), 0);
Real m = boost::math::statistics::median_absolute_deviation(v.begin(), v.end(), 0);
BOOST_TEST_EQ(m, 4);
std::mt19937 g(12);
std::shuffle(v.begin(), v.end(), g);
m = boost::math::tools::median_absolute_deviation(v, 0);
m = boost::math::statistics::median_absolute_deviation(v, 0);
BOOST_TEST_EQ(m, 4);
v = {1, -2, -3, 3, -4, -5};
m = boost::math::tools::median_absolute_deviation(v.begin(), v.end(), 0);
m = boost::math::statistics::median_absolute_deviation(v.begin(), v.end(), 0);
BOOST_TEST_EQ(m, 3);
std::shuffle(v.begin(), v.end(), g);
m = boost::math::tools::median_absolute_deviation(v.begin(), v.end(), 0);
m = boost::math::statistics::median_absolute_deviation(v.begin(), v.end(), 0);
BOOST_TEST_EQ(m, 3);
v = {-1};
m = boost::math::tools::median_absolute_deviation(v.begin(), v.end(), 0);
m = boost::math::statistics::median_absolute_deviation(v.begin(), v.end(), 0);
BOOST_TEST_EQ(m, 1);
v = {-1, 1};
m = boost::math::tools::median_absolute_deviation(v.begin(), v.end(), 0);
m = boost::math::statistics::median_absolute_deviation(v.begin(), v.end(), 0);
BOOST_TEST_EQ(m, 1);
// The median is zero, so coincides with the default:
m = boost::math::tools::median_absolute_deviation(v.begin(), v.end());
m = boost::math::statistics::median_absolute_deviation(v.begin(), v.end());
BOOST_TEST_EQ(m, 1);
m = boost::math::tools::median_absolute_deviation(v);
m = boost::math::statistics::median_absolute_deviation(v);
BOOST_TEST_EQ(m, 1);
v = {2, -4};
m = boost::math::tools::median_absolute_deviation(v.begin(), v.end(), 0);
m = boost::math::statistics::median_absolute_deviation(v.begin(), v.end(), 0);
BOOST_TEST_EQ(m, 3);
v = {1, -1, 1};
m = boost::math::tools::median_absolute_deviation(v.begin(), v.end(), 0);
m = boost::math::statistics::median_absolute_deviation(v.begin(), v.end(), 0);
BOOST_TEST_EQ(m, 1);
v = {1, 2, -3};
m = boost::math::tools::median_absolute_deviation(v.begin(), v.end(), 0);
m = boost::math::statistics::median_absolute_deviation(v.begin(), v.end(), 0);
BOOST_TEST_EQ(m, 2);
std::shuffle(v.begin(), v.end(), g);
m = boost::math::tools::median_absolute_deviation(v.begin(), v.end(), 0);
m = boost::math::statistics::median_absolute_deviation(v.begin(), v.end(), 0);
BOOST_TEST_EQ(m, 2);
std::array<Real, 3> w{1, 2, -3};
m = boost::math::tools::median_absolute_deviation(w, 0);
m = boost::math::statistics::median_absolute_deviation(w, 0);
BOOST_TEST_EQ(m, 2);
// boost.ublas vector?
@@ -604,7 +604,7 @@ void test_median_absolute_deviation()
u[3] = 1;
u[4] = 2;
u[5] = -3;
m = boost::math::tools::median_absolute_deviation(u, 0);
m = boost::math::statistics::median_absolute_deviation(u, 0);
BOOST_TEST_EQ(m, 2);
}
@@ -614,26 +614,26 @@ void test_sample_gini_coefficient()
{
Real tol = std::numeric_limits<Real>::epsilon();
std::vector<Real> v{1,0,0};
Real gini = boost::math::tools::sample_gini_coefficient(v.begin(), v.end());
Real gini = boost::math::statistics::sample_gini_coefficient(v.begin(), v.end());
BOOST_TEST(abs(gini - 1) < tol);
gini = boost::math::tools::sample_gini_coefficient(v);
gini = boost::math::statistics::sample_gini_coefficient(v);
BOOST_TEST(abs(gini - 1) < tol);
v[0] = 1;
v[1] = 1;
v[2] = 1;
gini = boost::math::tools::sample_gini_coefficient(v.begin(), v.end());
gini = boost::math::statistics::sample_gini_coefficient(v.begin(), v.end());
BOOST_TEST(abs(gini) < tol);
v[0] = 0;
v[1] = 0;
v[2] = 0;
gini = boost::math::tools::sample_gini_coefficient(v.begin(), v.end());
gini = boost::math::statistics::sample_gini_coefficient(v.begin(), v.end());
BOOST_TEST(abs(gini) < tol);
std::array<Real, 3> w{0,0,0};
gini = boost::math::tools::sample_gini_coefficient(w);
gini = boost::math::statistics::sample_gini_coefficient(w);
BOOST_TEST(abs(gini) < tol);
}
@@ -643,34 +643,34 @@ void test_gini_coefficient()
{
Real tol = std::numeric_limits<Real>::epsilon();
std::vector<Real> v{1,0,0};
Real gini = boost::math::tools::gini_coefficient(v.begin(), v.end());
Real gini = boost::math::statistics::gini_coefficient(v.begin(), v.end());
Real expected = Real(2)/Real(3);
BOOST_TEST(abs(gini - expected) < tol);
gini = boost::math::tools::gini_coefficient(v);
gini = boost::math::statistics::gini_coefficient(v);
BOOST_TEST(abs(gini - expected) < tol);
v[0] = 1;
v[1] = 1;
v[2] = 1;
gini = boost::math::tools::gini_coefficient(v.begin(), v.end());
gini = boost::math::statistics::gini_coefficient(v.begin(), v.end());
BOOST_TEST(abs(gini) < tol);
v[0] = 0;
v[1] = 0;
v[2] = 0;
gini = boost::math::tools::gini_coefficient(v.begin(), v.end());
gini = boost::math::statistics::gini_coefficient(v.begin(), v.end());
BOOST_TEST(abs(gini) < tol);
std::array<Real, 3> w{0,0,0};
gini = boost::math::tools::gini_coefficient(w);
gini = boost::math::statistics::gini_coefficient(w);
BOOST_TEST(abs(gini) < tol);
boost::numeric::ublas::vector<Real> w1(3);
w1[0] = 1;
w1[1] = 1;
w1[2] = 1;
gini = boost::math::tools::gini_coefficient(w1);
gini = boost::math::statistics::gini_coefficient(w1);
BOOST_TEST(abs(gini) < tol);
std::mt19937 gen(18);
@@ -682,7 +682,7 @@ void test_gini_coefficient()
{
v[i] = dis(gen);
}
gini = boost::math::tools::gini_coefficient(v);
gini = boost::math::statistics::gini_coefficient(v);
BOOST_TEST(abs(gini - expected) < 0.01);
}
@@ -692,34 +692,34 @@ void test_integer_gini_coefficient()
{
double tol = std::numeric_limits<double>::epsilon();
std::vector<Z> v{1,0,0};
double gini = boost::math::tools::gini_coefficient(v.begin(), v.end());
double gini = boost::math::statistics::gini_coefficient(v.begin(), v.end());
double expected = 2.0/3.0;
BOOST_TEST(abs(gini - expected) < tol);
gini = boost::math::tools::gini_coefficient(v);
gini = boost::math::statistics::gini_coefficient(v);
BOOST_TEST(abs(gini - expected) < tol);
v[0] = 1;
v[1] = 1;
v[2] = 1;
gini = boost::math::tools::gini_coefficient(v.begin(), v.end());
gini = boost::math::statistics::gini_coefficient(v.begin(), v.end());
BOOST_TEST(abs(gini) < tol);
v[0] = 0;
v[1] = 0;
v[2] = 0;
gini = boost::math::tools::gini_coefficient(v.begin(), v.end());
gini = boost::math::statistics::gini_coefficient(v.begin(), v.end());
BOOST_TEST(abs(gini) < tol);
std::array<Z, 3> w{0,0,0};
gini = boost::math::tools::gini_coefficient(w);
gini = boost::math::statistics::gini_coefficient(w);
BOOST_TEST(abs(gini) < tol);
boost::numeric::ublas::vector<Z> w1(3);
w1[0] = 1;
w1[1] = 1;
w1[2] = 1;
gini = boost::math::tools::gini_coefficient(w1);
gini = boost::math::statistics::gini_coefficient(w1);
BOOST_TEST(abs(gini) < tol);
}